| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 163.52% | -12.47% |
| Max Drawdown | -52.68% | -71.61% |
| Sharpe | 0.78 | 0.4 |
| Sortino | 1.21 | 0.59 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.49 | 1.14 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 1.25 | 1.07 |
| Outlier Win Ratio | 11.49 | 3.5 |
| Outlier Loss Ratio | 3.43 | 3.24 |
| Volatility (ann.) | 63.39% | 90.03% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.65 | -0.06 |
| Skew | 0.96 | 0.36 |
| Kurtosis | 16.7 | 3.91 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.45% | -0.33% |
| Expected Yearly % | 27.41% | -3.27% |
| Kelly Criterion | 6.02% | 1.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -7.65% |
| Expected Shortfall (cVaR) | -5.32% | -7.65% |
| Year | 6779545:LINKUSD | 6779545:linkusd:triple_gx:lsma135_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.13 | -25.63 | 0.39 | + |
| 2023 | 168.21 | 127.84 | 0.76 | - |
| 2024 | 33.72 | 82.10 | 2.43 | + |
| 2025 | -30.02 | -14.60 | 0.49 | + |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -1.22% | -7.39% |
| 6M | 16.05% | -22.1% |
| YTD | -14.6% | -30.02% |
| 1Y | 42.9% | -22.09% |
| 3Y (ann.) | 63.78% | 23.31% |
| 5Y (ann.) | 34.14% | -3.96% |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| Max Drawdown | -52.68% | -71.61% |
| Longest DD Days | 437.0 | 671.0 |
| Avg. Drawdown | -10.56% | -23.02% |
| Avg. Drawdown Days | 46.0 | 99.0 |
| Recovery Factor | 3.1 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-07-01 | -52.68 | 437 |
| 2024-07-22 | 2024-11-22 | -35.46 | 123 |
| 2024-12-16 | 2025-05-31 | -29.85 | 166 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2023-07-21 | 2023-10-23 | -16.40 | 94 |
| 2024-04-23 | 2024-07-21 | -16.34 | 89 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-04 | 2023-07-20 | -8.21 | 16 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -31.03% | -41.14% |
| Best Year | 127.84% | 168.21% |
| Worst Year | -25.63% | -65.13% |
| Avg. Up Day | 3.88% | 3.89% |
| Avg. Down Day | -3.37% | -3.87% |
| Avg. Up Week | 9.63% | 11.4% |
| Avg. Down Week | -6.08% | -8.28% |
| Avg. Up Month | 15.05% | 22.62% |
| Avg. Down Month | -9.88% | -18.25% |
| Win Days % | 49.71% | 50.88% |
| Win Month % | 56.67% | 50.0% |
| Win Week % | 50.53% | 46.59% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |